Quality Money Management : Process Engineering and Best Practices for Systematic Trading and Investment

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Quality Money Management Process Engineering and Best Practices for Systematic Trading and Investment ...

The Financial Market Technology Series Series Editor Benjamin Van Vliet The Financial Market Technology Series is a partnership ...

Quality Money Management Process Engineering and Best Practices for Systematic Trading and Investment Andrew Kumiega Benjamin Va ...

Academic Press is an imprint of Elsevier 30 Corporate Drive, Suite 400, Burlington, MA 01803, USA 525 B Street, Suite 1900, San ...

v Contents ...

1 Introduction Preface vii 2 Key Concepts and Definitions of Terms Development Methodology 3 Overview of the Trading/Investment ...

vii Preface This book began several years ago as an attempt to provide a detailed road map for students to follow from the theor ...

viii for solving real-world problems, similar to engineering disciplines, or does it more or less offer a smattering of courses ...

1 Introduction In the financial markets, the competition gets tougher every day. Today, the difference between 25th and 75th per ...

2 CHAPTER ◆ 1 Introduction Most engineers already know how to design machines that make parts; that research went on in the 1930 ...

3 service firms is still largely on fiscal and regulatory issues, not on the processes and pro- cedures that determine the quali ...

4 CHAPTER ◆ 1 Introduction 1.3. Quality and Trading/Money Management The most successful financial firms operationalize quality ...

5 1.4.1. Assembling Product Teams The complexities of trading and investment today are too much for one person; no one person ca ...

6 CHAPTER ◆ 1 Introduction If systematic innovation and quality techniques are to succeed, management must cre- ate a culture: ● ...

7 maintenance of existing systems versus growth of new product lines, and new (and uncorrelated) trading/investment systems. Div ...

8 CHAPTER ◆ 1 Introduction 3. Customer. All projects must have a strong seed capital provider support. 4. Budget/Cost. Experienc ...

9 discuss which parts to buy and which to build for better performance, let alone compete on the NASCAR circuit. To the lay inve ...

10 CHAPTER ◆ 1 Introduction Project time line with firm deliverables and gates. Clearly defined gate documents and review for i ...

11 In general, applying the techniques of quality to money management (Quality Money Management) will provide better trading/inv ...